+726.5%
IWD vs ALK
+514.4%
+212.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +0.6% | -19.2% | +19.8% | +5.5% |
| 3M | +7.2% | -1.5% | +8.7% | +6.7% |
| 6M | +16.2% | -13.1% | +29.3% | +17.8% |
| YTD | +23.3% | -16.4% | +39.8% | +25.5% |
| 1Y | +29.6% | -33.1% | +62.6% | +38.1% |
| 3Y | +70.5% | +0.6% | +69.8% | +58.4% |
| 5Y | +73.5% | -26.4% | +99.9% | +69.9% |
| 10Y | +198.3% | -34.2% | +232.5% | +175.3% |
| All | +726.5% | +514.4% | +212.1% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling